Junior Portfolio Engineer, 100% (f/m/d)
Core
Design and update strategic/tactical asset allocations, run risk/liquidity reports, and provide quantitative analysis for discretionary mandates and UHNW client portfolios.
Role type
Junior quantitative portfolio engineer
Builds
Proprietary financial data series database and related tools for daily portfolio management
Domain
Wealth management / Quantitative finance
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Portfolio optimization, quantitative analysis, programming, data analysis, database management, MATLAB, English (fluent), German or French (fluent)
Preferred skills
Experience with portfolio optimization
Technologies
MATLAB, MS ACCESS
Responsibilities
Deliver strategic asset allocation optimizations for bespoke mandates, maintain and automate proprietary financial data databases, provide quantitative support to the Investment Committee
Seniority
Junior, hands-on IC